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MyLinuxChoiceMyLinuxChoice
authoredDec 16, 2023
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‎.gitignore

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.DS_Store
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*.ipynb
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*futures*
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*jaimin*
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*.csv
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*scrape*
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venv
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*limit*

‎binance_api.py

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import ccxt,getpip
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import time
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from datetime import datetime
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import json
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import os
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import sys
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# Executes buying and selling
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class binance_api:
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# Initialize
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def __init__(self, api_keys, logfile=False, block=False, account_json=None):
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self.api_keys = {'api_key':api_keys['binance_keys']['api_key'],'secret_key':api_keys['binance_keys']['secret_key']}
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self.exchange = ccxt.binance({'apiKey':self.api_keys['api_key'], 'secret':self.api_keys['secret_key']})
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self.logfile = logfile
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self.block = block
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self.started_time = datetime.now()
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self.account_json = account_json
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# Set of tickers to block if specified
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if self.block:
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self.block_set = set()
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# Reset the exchange
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def refresh_exchange(self):
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self.exchange = ccxt.binance({'apiKey':self.api_keys['api_key'], 'secret':self.api_keys['secret_key']})
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# Buying of real cryto
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def buy_crypto(self, ticker, buy_volume):
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# Try creating the buy order
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for i in range(10):
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try:
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buy_trade = self.exchange.create_order(ticker,'market','buy',buy_volume)
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break
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except Exception as e:
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print(e)
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if i == 9:
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print('Could not buy, exiting thread')
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exit()
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print('\nBuy did not work, trying again')
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# Print buy
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try:
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if buy_trade.get('status') != 'open':
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avg_price = sum([float(x['price']) * float(x['qty']) for x in buy_trade['info']['fills']])/sum([float(x['qty']) for x in buy_trade['info']['fills']])
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print('\nBought %s of %s at %s with %s %s of fees on %s\n' % (buy_trade['amount']\
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, buy_trade['symbol'], avg_price, buy_trade['fee']['cost'], buy_trade['fee']['currency']\
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, datetime.now().strftime('%b %d - %H:%M:%S')))
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else:
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print('\nBought %.8f at %s\n' % (buy_volume, datetime.now().strftime('%b %d - %H:%M:%S')))
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except Exception as e:
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print(e)
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print('\nError in print of buy')
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return buy_trade, buy_volume
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# Selling of real crypto
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def sell_crypto(self, ticker, buy_volume, buy_trade):
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# Try to sell 10 times
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for i in range(10):
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try:
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# Fees in USDT, Buy/Sell crypto amount is equal -- check if behaviour is the same when you have BNB in the wallet
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if ticker[-4:] == 'USDT':
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sell_volume = buy_volume
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# If fees in the returned trade (filled on order)
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elif buy_trade['fee']:
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if buy_trade['fee']['currency'] == 'BNB':
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sell_volume = buy_volume
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else:
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# Converting fee currency to buy currency
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ticker_pair = ticker.split('/')
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if ticker_pair[0] != buy_trade['fee']['currency']:
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fee_pair = [ticker_pair[0], buy_trade['fee']['currency']]
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fee_ticker = '/'.join(fee_pair)
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if fee_ticker not in tickers:
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fee_ticker = '/'.join(fee_pair[::-1])
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fee = self.exchange.fetchTicker(fee_ticker)
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fee_price = (fee['bid'] + fee['ask']) /2
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sell_volume = buy_volume - fee_price * buy_trade['fee']['cost']
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# When fee currency is the same as the buy currency
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else:
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sell_volume = buy_volume - buy_trade['fee']['cost']
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else:
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sell_volume = buy_volume
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sell_trade = self.exchange.create_order(ticker,'market','sell',sell_volume)
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break
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except Exception as e:
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error = e
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if 'MIN_NOTIONAL' in str(error):
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buy_volume = buy_volume *1.0005
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elif 'insufficient balance' in str(error):
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buy_volume = buy_volume * 0.9995
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else:
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self.refresh_exchange()
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print(e)
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print('\n\nTrying to sell %.10f again' % buy_volume)
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# Print sell
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if sell_trade['status'] != 'open':
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avg_price = sum([float(x['price']) * float(x['qty']) for x in sell_trade['info']['fills']])/sum([float(x['qty']) for x in sell_trade['info']['fills']])
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print('\nSold %s of %s at %s with %s %s of fees on %s' % (sell_trade['amount'], sell_trade['symbol'], avg_price\
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, sell_trade['fee']['cost'], sell_trade['fee']['currency'], datetime.now().strftime('%b %d - %H:%M:%S')))
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else:
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print('\nSold %.8f at %s' % (sell_volume, datetime.now().strftime('%b %d - %H:%M:%S')))
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return sell_trade
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# Get data from self.exchange and print it
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def simulate_trade(self, buy, volume, ticker, conversion):
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if conversion[-4:] == 'USDT' and ticker[-4:] == 'USDT':
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usdpair = {'bid':1,'ask':1}
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else:
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usdpair = self.exchange.fetchTicker(conversion)
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if buy:
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bid_ask, buy_sell = 'ask', 'Buying'
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else:
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bid_ask, buy_sell = 'bid', 'Selling'
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try:
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trade_price = self.exchange.fetchTicker(ticker)[bid_ask]
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price = (usdpair['bid']+usdpair['ask'])/2
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print('\n{} {} at {:.8f} {} = ${:.6f}'.format(buy_sell, volume, trade_price, ticker, trade_price * volume * price))
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except Exception as e:
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print (e, '\nError in fetching ticker info')
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trade = {'symbol': ticker,'side':'buy' if buy else 'sell', 'amount':volume, 'cost':trade_price * volume}
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return trade
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# Summarise trade buy and sell
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def print_summary(self, simulate, ticker, buy_trade, sell_trades, conversion):
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if not simulate:
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buy_id, sell_ids = buy_trade['info']['orderId'], [i['info']['orderId'] for i in sell_trades]
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buy_prices, sell_prices = [], []
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for i in range(20):
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try:
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trades = self.exchange.fetchMyTrades(ticker)
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break
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except Exception as e:
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print(e)
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print("Couldn't fetch trades, tying again")
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# Loop over trades as one order could have had multiple fills
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for trade in trades[::-1]:
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if buy_id == trade['info']['orderId']:
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buy_prices.append({'amount':trade['amount'],'cost':trade['cost'],'fee':trade['fee']})
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elif trade['info']['orderId'] in sell_ids:
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sell_prices.append({'amount':trade['amount'],'cost':trade['cost'],'fee':trade['fee']}) # Actual return uses fills
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buy_fee = sum([x['fee']['cost'] for x in buy_prices])
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sell_fee = sum([x['fee']['cost'] for x in sell_prices])
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# Log fees
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for i in range(20):
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try:
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if buy_prices[0]['fee']['currency'] == 'BNB':
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bnb_dollar = self.exchange.fetch_ticker('BNB/USDT')
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bnb_price = (bnb_dollar['bid'] + bnb_dollar['ask']) / 2
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buy_fee_dollar = buy_fee * bnb_price
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if sell_prices[0]['fee']['currency'] == 'BNB':
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sell_fee_dollar = sell_fee * bnb_price
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elif buy_prices[0]['fee']['currency'] == 'USDT':
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buy_fee_dollar = buy_fee
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sell_fee_dollar = sell_fee
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else:
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buy_crypto_dollar = self.exchange.fetch_ticker(buy_prices[0]['fee']['currency']+'/USDT')
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sell_crypto_dollar = self.exchange.fetch_ticker(sell_prices[0]['fee']['currency']+'/USDT')
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buy_fee_price = (buy_crypto_dollar['bid']+buy_crypto_dollar['ask'])/2
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sell_fee_price = (sell_crypto_dollar['bid']+sell_crypto_dollar['ask'])/2
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buy_fee_dollar = buy_fee_price * buy_fee
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sell_fee_dollar = sell_fee_price * sell_fee
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ticker_pair = ticker.split('/')
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if ticker_pair[1] == 'USDT':
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ticker_info = {'bid':1,'ask':1}
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else:
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ticker_info = self.exchange.fetch_ticker(ticker_pair[1]+'/'+'USDT')
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break
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except Exception as e:
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print(e)
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print('\nError in printing executed trades')
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else:
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sell_prices, buy_prices = sell_trades, [buy_trade]
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sell_fee_dollar, buy_fee_dollar = 0, 0
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if ticker[-4:] == 'USDT':
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ticker_info = {'bid':1, 'ask':1}
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else:
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ticker_info = self.exchange.fetch_ticker(ticker.split('/')[1]+'/'+'USDT')
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buy_total = sum(i['cost'] for i in buy_prices)
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sell_total = sum([i['cost'] for i in sell_prices])
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avg_bid_ask = (ticker_info['bid'] + ticker_info['ask']) / 2
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gain_loss = (sell_total - buy_total) * avg_bid_ask - sell_fee_dollar - buy_fee_dollar
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gain_loss_percent = gain_loss / (buy_total * avg_bid_ask - sell_fee_dollar - buy_fee_dollar) * 100
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gain_text = '\nProfit/Loss: $%.6f %.3f%%' % (gain_loss, gain_loss_percent)
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print(gain_text)
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return gain_text, buy_total, sell_total
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# Send a telegram of the profits and losses
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def send_telegram(self, ticker, buy_total, sell_total, gain_text, status, simulate):
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# Sending a telegram message to myself
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import telegram
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with open('../telegram_keys.json') as json_file:
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telegram_dict = json.load(json_file)
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if type(status) == dict:
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full_info_text = '(%s) %s\nBought %.6f and sold %.6f BTC\n\n@%s - %s:\n"%s"\n' % (ticker, gain_text, float(buy_total), \
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float(sell_total), status['url'], status['update_time'].strftime('%m/%d %H:%M:%S'), status['update_text'])
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else:
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try:
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full_text = status.text
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except:
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full_text = status.full_text
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full_info_text = '(%s) %s\nBought %.6f and sold %.6f BTC\n\n@%s - %s:\n"%s"\n' % (ticker, gain_text, float(buy_total), \
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float(sell_total), status.user.screen_name, status.created_at.strftime('%m/%d %H:%M:%S'), full_text)
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bot = telegram.Bot(token=telegram_dict['api_key'])
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bot.send_message(chat_id=telegram_dict['chat_id'], text=full_info_text)
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# Log the trade
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def log_trade(self, ticker, buy_volume, hold_times, buy_trade, sell_trades, gain_text, status, simulate):
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# Log trade
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now = datetime.now().strftime("%y-%m-%d_%H:%M:%S")
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# Saving name format: time_started, json_file_used, simluation/live
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with open("prev_trades/trades_%s_binance_%s_%s.txt" % (self.started_time.strftime('%Y-%m-%d_%H-%M-%S'), self.account_json, 'simulation' if simulate else 'live'), "a") as log_name:
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# If status is a dict, the message was from a web scrape
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if type(status) == dict:
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json.dump({'url':status['url'],'update_text':status['update_text'],'update_time':status['update_time'].strftime('%Y-%m-%d_%H:%M:%S'),'ticker':ticker,'hold_times':hold_times,'complete_time':now,'buy_volume':buy_volume,'buy':buy_trade,'sell':sell_trades,'telegram':gain_text}, log_name)
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# If tweet from stream or query
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else:
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try:
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full_text = status.text
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except:
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full_text = status.full_text
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json.dump({'user':status.user.screen_name,'tweet':full_text,'tweet_time':status.created_at.strftime('%Y-%m-%d_%H:%M:%S'),'ticker':ticker,'hold_times':hold_times,'complete_time':now,'buy_volume':buy_volume,'buy':buy_trade,'sell':sell_trades,'telegram':gain_text}, log_name)
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log_name.write('\n')
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# Execute trade
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def execute_trade(self, pair, hold_times=60, buy_volume=50, simulate=False, status=None):
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# Dealing with buy_sell volume pair or just a buy_volume
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if type(buy_volume) != list:
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sell_volumes = [buy_volume / len(hold_times) for _ in hold_times]
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else:
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sell_volumes = buy_volume[1]
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buy_volume = buy_volume[0]
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# Ticker and convesion
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ticker = pair[0]+'/'+pair[1]
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tousd1 = pair[0]+'/USDT'
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tousd2 = pair[1]+'/USDT'
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# If there is a block put on trading this ticker
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if self.block:
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if ticker in self.block_set:
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print('\nTrade of ' + ticker + ' blocked in ' + str(self.block_set))
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return
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# When bought add and blocker flag set
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self.block_set.add(ticker)
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print('Added to blockset '+str(self.block_set))
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# Buy order
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if not simulate:
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buy_trade, buy_volume = self.buy_crypto(ticker, buy_volume)
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else:
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buy_trade = self.simulate_trade(True, buy_volume, ticker, tousd2)
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# Sell in multiple stages based on hold_times
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prev_sell_time = 0
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sell_trades = []
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for hold, sell_volume in zip(hold_times, sell_volumes):
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time.sleep(hold - prev_sell_time)
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prev_sell_time = hold
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# Sell order
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if not simulate:
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sell_trades.append(self.sell_crypto(ticker, sell_volume, buy_trade))
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else:
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sell_trades.append(self.simulate_trade(False, sell_volume, ticker, tousd2))
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# Remove block when trade finishes
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if self.block:
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self.block_set.remove(ticker)
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print('Removing %s from block set' % (ticker))
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print('\n\nTRADE FINISHED\n')
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# Print summary and log
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try:
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gain_text, buy_total, sell_total = self.print_summary(simulate, ticker, buy_trade, sell_trades, tousd2)
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except Exception as e:
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print('\nFailed to print summary\n')
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print(e)
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# Send telegram message
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if 'telegram_keys.json' in os.listdir('../') and not simulate:
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self.send_telegram(ticker, buy_total, sell_total, gain_text, status, simulate)
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# Log trade
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if self.logfile:
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self.log_trade(ticker, buy_volume, hold_times, buy_trade, sell_trades, gain_text, status, simulate)
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